+3.9%
PEP vs EVRG
+49.3%
-45.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | +0.7% | -0.5% | +1.2% | +0.8% |
| 3M | -0.5% | +1.5% | -2.0% | -1.2% |
| 6M | -11.3% | +1.2% | -12.5% | -11.9% |
| YTD | -0.6% | +16.3% | -16.9% | -6.9% |
| 1Y | +1.7% | +20.3% | -18.6% | -6.3% |
| 3Y | -12.5% | +72.3% | -84.8% | -31.0% |
| 5Y | +3.9% | +46.7% | -42.8% | -13.1% |
| All | +3.9% | +49.3% | -45.4% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EVRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling